-43.8%
TOST vs RRC
+179.3%
-223.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.4% |
| 7D | +11.6% | -6.9% | +18.5% | +13.6% |
| 30D | +16.2% | +25.4% | -9.2% | +8.3% |
| 3M | +1.0% | +31.9% | -30.9% | -7.3% |
| 6M | +23.2% | +17.2% | +6.0% | +16.3% |
| YTD | -1.0% | +43.4% | -44.4% | -12.8% |
| 1Y | -9.9% | +36.7% | -46.6% | -19.6% |
| 3Y | +101.0% | +38.8% | +62.2% | +74.8% |
| 5Y | -40.4% | +118.3% | -158.7% | -57.1% |
| All | -43.8% | +179.3% | -223.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling